Where am I in regards to the manual? What step am I on?

Can you look at soundzips.com and tell me if I have a theme installed? I'm trying to follow the manual. I'm trying to upload the theme that I downloaded from wpmudev.org, but there are already php files in my hosting server. This is on a fresh install and brand new set up. Should I override again with your theme files and can I use the godaddy FTP service that resides inside godaddy control panel?